Building a custom platform for automated trading with Louise! - Traders Hideout | futures io social day trading
futures io futures trading

Building a custom platform for automated trading with Louise!
Updated: Views / Replies:677 / 4
Created: by littlecompscigirl Attachments:0

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 100,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Thread Tools Search this Thread

Building a custom platform for automated trading with Louise!

  #1 (permalink)
Amsterdam, Netherlands
Posts: 9 since Feb 2015
Thanks: 0 given, 6 received

Building a custom platform for automated trading with Louise!

I'm starting this thread to discuss ideas and challenges around building a custom platform for automated trading on CME. Ask me any questions and feel free to critique!

About me: I started an account with $25,000 today. My goal is to trade a max position of 50 contracts of ES within 3 months using my own platform. I'm a junior mathematics and CS major in college on an exchange program in Europe right now.

My first project is to build a data feed for CME.


Reply With Quote
The following user says Thank You to littlecompscigirl for this post:
  #2 (permalink)
Quick Summary
Quick Summary Post

Quick Summary is created and edited by users like you... Add FAQ's, Links and other Relevant Information by clicking the edit button in the lower right hand corner of this message.

  #3 (permalink)
Amsterdam, Netherlands
Posts: 9 since Feb 2015
Thanks: 0 given, 6 received

I established a 10G connection to CME and started storing data. The data comes via UDP streams and looks like this when parsed.

        NoMDEntries (268): 1
        NoOrderIDEntries (37705): 1
        Entry 1
            OrderID (37): 8016711247293
            MDDisplayQty (37706): 10
            ReferenceID (9633): 1
            OrderUpdateAction (37708): Update

        NoMDEntries (268): 1
        NoOrderIDEntries (37705): 1
        Entry 1
            OrderID (37): 844980153910
            MDDisplayQty (37706): 1
            ReferenceID (9633): 1
            OrderUpdateAction (37708): Delete
If built correctly, my data feed should work on historical data and expose the same API as live trading, this way I can do both backtesting and live trading with the same data feed.

Reply With Quote
  #4 (permalink)
Amsterdam, Netherlands
Posts: 9 since Feb 2015
Thanks: 0 given, 6 received

My data feed needs to sit on top of a data stream, in live trading I need to decode the ethernet packets that arrive on my server, as follows:

    match msg {
        Ok((header, msg)) => {
            msg_count += 1;
            let eth = ethernet_parse(&msg);
            if let ProtocolType::IPv4 = eth.type {
                // decode IP from payload
                // decode UDP from payload
       Err(e) => println!("{:?}", e),

Reply With Quote
  #5 (permalink)
charlotte nc
Trading Experience: Master
Platform: ninjatrader
Broker/Data: NinjaTrader
Favorite Futures: Emini (ES, YM, NQ, ect.)
Posts: 379 since Jan 2015
Thanks: 69 given, 918 received

This sounds interesting!

Hi littlecompscigirl,

This sounds like an interesting undertaking. I have a few questions.

1. What API, Platform, and programming language are you working with?

2. What data provider are you working with to get your data?

3. What made you want to pursue a custom route like this vs. just using an existing retail system?

4. How do you plan to handle back testing? Accessing a data stream is one thing, but building a simulation engine is no small undertaking. Is this something that you are actively planning on?

5. If and when you complete this, what are your goals. Do you plan to trade with this, sell or license it others, etc?

Thanks for taking the time to share this with us!


In the analytical world there is no such thing as art, there is only the science you know and the science you don't know. Characterizing the science you don't know as "art" is a fools game.
Visit my futures io Trade Journal Reply With Quote


futures io > > > Building a custom platform for automated trading with Louise!

Thread Tools Search this Thread
Search this Thread:

Advanced Search

Upcoming Webinars and Events (4:30PM ET unless noted)

futures io is celebrating 10-years w/ over $18,000 in prizes!

Right now

$1,000 in Amazon Gift Cards being given away right now from GFF Brokers

Right now

$250 Amazon Gift Cards with our "Thanks Contest" challenge!

Right now

Show us your trading desks and win over $5,000 in prizes w/Jigsaw Trading


Webinar: Suri Duddella (TBA)

Elite only

Webinar: Richard Bailey (TBA)

Elite only

Similar Threads
Thread Thread Starter Forum Replies Last Post
Big Mike's custom trading platform Big Mike Elite Automated Trading 398 July 9th, 2017 04:08 PM
Building a PC for Discretionary/Automated Trading and Strategy Development nlhaines Tech Support 50 January 13th, 2017 05:18 PM
My custom trading platform in Python donedge Matlab, R project and Python 41 January 31st, 2016 05:17 PM
Best platform for automated trading? humseper Platforms and Indicators 5 June 12th, 2014 10:08 AM
Excelsior - automated trading platform shodson Platforms and Indicators 6 August 24th, 2010 03:59 PM

All times are GMT -4. The time now is 09:02 PM. (this page content is cached, log in for real-time version)

Copyright © 2019 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432,
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts